Urgent care centers cannot really help you with anxiety like a regular hospital can so if you're having an anxiety attack then you should go to the emergency room instead.
Or if the anxiety is not too severe then wait and speak with your doctor or mental health doctor about the anxiety.
Anxiety medications require close monitoring of the person when on them and the urgent care center is not able to prescribe any anxiety medications.
So either your doctor, mental health doctor or a hospital can help you with the anxiety.